+247.9%
SOXX vs BB
-26.5%
+274.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -3.6% | -12.5% | +9.0% | +0.2% |
| 3M | -10.2% | -17.4% | +7.3% | -6.1% |
| 6M | +54.2% | +119.1% | -64.9% | +19.1% |
| YTD | +75.2% | +102.4% | -27.2% | +38.3% |
| 1Y | +107.5% | +98.2% | +9.3% | +63.5% |
| 3Y | +226.8% | +46.9% | +179.8% | +165.0% |
| All | +247.9% | -26.5% | +274.4% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling